𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comment on Case 8


Book ID
110702016
Publisher
Wiley (Blackwell Publishing)
Year
1986
Weight
164 KB
Volume
27
Category
Article
ISSN
0098-1605

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While Davidson and MacKinnon (2006) (DM) present an interesting analysis of recently advocated estimators for overidentified instrumental variables models, we disagree with their conclusion that the LIML estimator should almost always be prefered to the JIVE estimators of Phillips and Hale (1977) (P

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